DZ Bank Call 11.5 XCA 20.09.2024
/ DE000DJ5J387
DZ Bank Call 11.5 XCA 20.09.2024/ DE000DJ5J387 /
| 6/19/2024 9:34:41 PM |
Chg.-0.070 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.880EUR |
-3.59% |
1.890
Bid Size: 5,000 |
1.940
Ask Size: 5,000 |
CREDIT AGRICOLE INH.... |
11.50 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ5J38 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/20/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.19 |
| Parity: |
1.55 |
| Time value: |
0.46 |
| Break-even: |
13.50 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.05 |
| Spread %: |
2.56% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
5.11 |
| Rho: |
0.02 |
Quote data
| Open: |
1.930 |
| High: |
1.930 |
| Low: |
1.800 |
| Previous Close: |
1.950 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.18% |
| 1 Month |
|
|
-57.18% |
| 3 Months |
|
|
-6.47% |
| YTD |
|
|
+6.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.270 |
1.880 |
| 1M High / 1M Low: |
4.390 |
1.880 |
| 6M High / 6M Low: |
4.400 |
1.080 |
| High (YTD): |
5/17/2024 |
4.400 |
| Low (YTD): |
2/13/2024 |
1.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.268 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.392 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.35% |
| Volatility 6M: |
|
101.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
